NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 4.234 4.206 -0.028 -0.7% 4.491
High 4.245 4.233 -0.012 -0.3% 4.491
Low 4.206 4.160 -0.046 -1.1% 4.206
Close 4.221 4.213 -0.008 -0.2% 4.221
Range 0.039 0.073 0.034 87.2% 0.285
ATR 0.116 0.113 -0.003 -2.7% 0.000
Volume 8,797 8,895 98 1.1% 29,419
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.421 4.390 4.253
R3 4.348 4.317 4.233
R2 4.275 4.275 4.226
R1 4.244 4.244 4.220 4.260
PP 4.202 4.202 4.202 4.210
S1 4.171 4.171 4.206 4.187
S2 4.129 4.129 4.200
S3 4.056 4.098 4.193
S4 3.983 4.025 4.173
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.161 4.976 4.378
R3 4.876 4.691 4.299
R2 4.591 4.591 4.273
R1 4.406 4.406 4.247 4.356
PP 4.306 4.306 4.306 4.281
S1 4.121 4.121 4.195 4.071
S2 4.021 4.021 4.169
S3 3.736 3.836 4.143
S4 3.451 3.551 4.064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.400 4.160 0.240 5.7% 0.093 2.2% 22% False True 6,966
10 4.663 4.160 0.503 11.9% 0.095 2.2% 11% False True 5,479
20 4.896 4.160 0.736 17.5% 0.105 2.5% 7% False True 5,009
40 4.896 4.160 0.736 17.5% 0.111 2.6% 7% False True 3,878
60 4.896 4.160 0.736 17.5% 0.111 2.6% 7% False True 3,222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.543
2.618 4.424
1.618 4.351
1.000 4.306
0.618 4.278
HIGH 4.233
0.618 4.205
0.500 4.197
0.382 4.188
LOW 4.160
0.618 4.115
1.000 4.087
1.618 4.042
2.618 3.969
4.250 3.850
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 4.208 4.280
PP 4.202 4.258
S1 4.197 4.235

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols